Efficient implicit scheme with positivity preserving and smoothing properties (Q1936182)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient implicit scheme with positivity preserving and smoothing properties |
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Efficient implicit scheme with positivity preserving and smoothing properties (English)
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21 February 2013
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Black-Scholes equation
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finite difference schemes
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fully implicit scheme
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\(M\)-matrix
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non-smooth initial conditions
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positivity-preserving
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